Recommended reading

Suggested reading:

  • Stochastic Processes in Physics and Chemistry, N. G. Van Kampen (1992) North-Holland
  • A Guide to First-Passage Processes, S. Redner (2001) Cambridge University Press
  • Anomalous Diffusion in Disordered Media, J. P. Bouchaud and A. Georges, Phys. Rep. 195, 127-293 (1990).
  • The Random Walk’s Guide to Anomalous Diffusion, R. Metzler and J. Klafter, Phys. Rep. 339, 1-77 (2000).
  • Nonequilibrium statistical mechanics, R. Zwanzig (2001) Oxford University Press
  • Aspects and applications of the random walk, G. H. Weiss (1994) North-Holland
Other references will be provided in the lecture notes.

Last modified: Sunday, 10 October 2021, 11:22 PM